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AIEMX vs. GSIYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIEMX vs. GSIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Emerging Markets Fund (AIEMX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIEMX achieves a 15.08% return, which is significantly higher than GSIYX's 8.15% return.


AIEMX

1D
3.83%
1M
-5.30%
6M
5.93%
YTD
15.08%
1Y
30.11%
3Y*
13.81%
5Y*
1.99%
10Y*
7.29%
ALL TIME*
3.64%

GSIYX

1D
0.62%
1M
2.02%
6M
4.43%
YTD
8.15%
1Y
15.65%
3Y*
15.48%
5Y*
9.23%
10Y*
ALL TIME*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AIEMX vs. GSIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIEMX
Alger Emerging Markets Fund
15.08%25.30%5.60%13.49%-32.52%-0.45%37.17%21.98%-21.81%38.72%
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
8.15%20.89%9.69%22.07%-10.99%12.47%15.86%27.59%-6.02%29.91%

Correlation

The correlation between AIEMX and GSIYX is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.69

Over the past year, the correlation between AIEMX and GSIYX has dropped to 0.19 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

AIEMX vs. GSIYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIEMX
AIEMX Risk / Return Rank: 3939
Overall Rank
AIEMX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AIEMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
AIEMX Omega Ratio Rank: 3939
Omega Ratio Rank
AIEMX Calmar Ratio Rank: 4646
Calmar Ratio Rank
AIEMX Martin Ratio Rank: 4040
Martin Ratio Rank

GSIYX
GSIYX Risk / Return Rank: 5656
Overall Rank
GSIYX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GSIYX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSIYX Omega Ratio Rank: 6565
Omega Ratio Rank
GSIYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GSIYX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AIEMX vs. GSIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Emerging Markets Fund (AIEMX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIEMXGSIYXDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.81

2.01

-0.20

Martin ratioReturn relative to average drawdown

5.89

5.51

+0.39

AIEMX vs. GSIYX - Sharpe Ratio Comparison

The current AIEMX Sharpe Ratio is 1.14, which is comparable to the GSIYX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of AIEMX and GSIYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AIEMX vs. GSIYX - Drawdown Comparison

The maximum AIEMX drawdown since its inception was -46.21%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for AIEMX and GSIYX.


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Drawdown Indicators


AIEMXGSIYXDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-28.79%

-17.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-7.81%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.86%

-10.30%

-7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-43.15%

-25.36%

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-46.21%

Current Drawdown

Current decline from peak

-12.30%

-2.17%

-10.13%

Average Drawdown

Average peak-to-trough decline

-17.13%

-4.80%

-12.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

2.85%

+1.92%

Volatility

AIEMX vs. GSIYX - Volatility Comparison

Alger Emerging Markets Fund (AIEMX) has a higher volatility of 10.67% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 2.75%. This indicates that AIEMX's price experiences larger fluctuations and is considered to be riskier than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIEMXGSIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

2.75%

+7.92%

Volatility (6M)

Calculated over the trailing 6-month period

22.79%

8.20%

+14.59%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

9.88%

+14.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

14.27%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

15.62%

+4.42%

AIEMX vs. GSIYX - Expense Ratio Comparison

AIEMX has a 1.45% expense ratio, which is higher than GSIYX's 0.75% expense ratio.


Dividends

AIEMX vs. GSIYX - Dividend Comparison

AIEMX's dividend yield for the trailing twelve months is around 0.04%, less than GSIYX's 4.76% yield.


PositionTTM202520242023202220212020201920182017
AIEMX
Alger Emerging Markets Fund
0.04%0.05%0.31%0.00%0.00%4.19%0.00%5.08%2.35%3.58%
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
4.76%5.14%11.21%2.38%4.91%2.25%0.19%0.67%0.55%0.16%

Frequently Asked Questions


AIEMX and GSIYX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIEMX has higher volatility (10.67%) compared to GSIYX (2.75%). In terms of maximum drawdown, AIEMX dropped -46.21% vs GSIYX's -28.79%.

GSIYX currently has the higher Sharpe Ratio (1.60 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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